Dydx Derived Risk Volatility 30d
Dydx
Annualised volatility of daily returns over a rolling 30-day window.
Measured on this chain
Dydx Derived Risk Volatility 30d on Dydx last read 83.25 on Sep 22, 2026, a change of +9.11% over 30 days, ranging from 51.89 (Aug 14, 2026) to 216.15 (Nov 6, 2025).
- Latest reading
- 83.25
- Sep 22, 2026
- Change
- 1d +5.15%
- 30d +9.11%
- 90d -31.61%
- 1y -4.75%
- Range
- Low 51.89·Aug 14, 2026
- High 216.15·Nov 6, 2025
- Coverage
- Jul 15, 2024 — Sep 22, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 75.8 |
| Sep 12, 2026 | 76.31 |
| Sep 13, 2026 | 76.5 |
| Sep 14, 2026 | 74.06 |
| Sep 15, 2026 | 74.04 |
| Sep 16, 2026 | 78.47 |
| Sep 17, 2026 | 83.1 |
| Sep 18, 2026 | 82.54 |
| Sep 19, 2026 | 79.31 |
| Sep 20, 2026 | 80.75 |
| Sep 21, 2026 | 79.17 |
| Sep 22, 2026 | 83.25 |
Read from our own stored series, not quoted from a page.